BIBDX vs. VOO
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and Vanguard S&P 500 ETF (VOO).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBDX or VOO.
Performance
BIBDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BIBDX achieves a 13.17% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, BIBDX has underperformed VOO with an annualized return of 6.96%, while VOO has yielded a comparatively higher 13.22% annualized return.
BIBDX
13.17%
-0.83%
6.46%
18.94%
8.37%
6.96%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| BIBDX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.69 |
| Sortino Ratio | 2.68 | 3.59 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 3.82 | 3.88 |
| Martin Ratio | 11.95 | 17.58 |
| Ulcer Index | 1.58% | 1.86% |
| Daily Std Dev | 9.92% | 12.19% |
| Max Drawdown | -42.34% | -33.99% |
| Current Drawdown | -2.38% | -0.53% |
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BIBDX vs. VOO - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between BIBDX and VOO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BIBDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BIBDX vs. VOO - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.58%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.58% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BIBDX vs. VOO - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIBDX and VOO. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. VOO - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 2.97%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that BIBDX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.